Parameterization of the extrapolations in the Kreĭn-Schwartz theorem and the entropy maximizer: the scalar case (Q403698)

The authors work in a pre-Hilbert space \((\mathbb{K}\langle\cdot,\cdot\rangle_\mathbb{K})\) consisting of entire functions, with some supplementary properties, called a Kreĭn-de Branges-Kotani space. They associate such a space with a positive-definite distribution \(Q\) on an finite symmetric interval on the real line. To get a spectral measure of \(\mathbb{K}\), the authors apply the Kreĭn-de Branges theorem, obtaining a simple proof of the solvability of the Kreĭn extension problem for \(Q\). This also allows a parametrization of the extrapolations by means of the Schur functions. In particular, when the Schur function is null, the parametrization produces an absolutely continuous measure, which happens to maximize Burg's entropy.